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3.22. Prove or give counterexamples to the following statements:

(a) If E is independent of F and E is independent of G, then E is independent of F∪G

(b) If E is independent of F, and E is independent of G, andFG=∅, then E is independent ofF∪G.

(c) If E is independent of F, and F is independent of G, and E is independent of F G, then G is independent of EF.

Short Answer

Expert verified

a)Eis independent of Fand Eis independent of G, then Eis independent ofF∪Gis False

b) Eis independent of F, and Eis independent of G, and FG=∅, then E is independent of F∪G. is Correct, use characterization of independence with conditional probability

c)Eis independent of F, and Fis independent of G, and Eis independent of FG, then G is independent of EFis Correct, use characterization of independence with probability of intersection

Step by step solution

01

prove E is independent of F and E is independent of G, then E is independent ofF∪G(part a)

Eand Findependent

Eand Gindependent

⇒Eindependent ofF∪G

This is false

Counterexample: Two fair dice are rolled.

E- the sum of the results is even.

F- result on the second die is 3.

G- result on the first die is4

Since P(E∣F)=12, and P(E∣G)=12and P(E)=12(this can be obtained by conditioning on the number on the first die).

E and F and E and G are independent.

P(E∣F∪G)=611- method of counting.

Thus:

P(E∣F∪G)≠P(E)

.So Eand F∪Gare not independent.

02

Prove E is independent of F, and E is independent of G, and FG=ϕ, then E is independent of(part b)

Eand Findependent

Eand Gindependent

F∩G=∅

⇒Eindependent of F∪G

A and B are independent ⇔P(A∣B)=P(A)/P(B∣A)=P(B)

P(E∣F∪G)=P(E∩(F∪G))P(F∪G)

=P(EF∪EG))P(F∪G)

F∩G=∅,⇒EF∩EG=∅

=P(EF)+P(EG)P(F)+P(G)

Independence

=P(E)P(F)+P(E)P(G)P(F)+P(G)

=P(E)[P(F)+P(G)]P(F)+P(G)

=P(E)

AndP(E∣F∪G)=P(E)proves independence

03

prove E is independent of F, and F is independent of G, and E is independent of F G, then G is independent of E (part c)

E and F independent

F and G independent

E and FG independent

F∩G=∅

This is correct

Use

A and B are independent ⇔P(AB)=P(A)P(B)

P(EFG)=P(E)P(FG)

E,FG independent

=P(E)P(F)P(G)

F,G independent

=P(EF)P(G)

E,F independent

And P(EFG)=P(G)P(EF)proves independence of G and E F

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